-46.5%
APLD vs AIG
+6.0%
-52.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.2% | -5.3% |
| 7D | -18.5% | +2.3% | -20.8% | -16.5% |
| 30D | -32.8% | +8.8% | -41.5% | -27.1% |
| 3M | -46.9% | +3.7% | -50.6% | -44.7% |
| 6M | -53.4% | +6.8% | -60.1% | -49.3% |
| YTD | -32.3% | -2.6% | -29.6% | -34.1% |
| 1Y | -46.5% | +3.7% | -50.3% | -43.3% |
| All | -46.5% | +6.0% | -52.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling